PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

Xtrackers Russell US Multifactor ETF (DEUS) Sharpe Ratio: 1.73

ETF · Currency in USD · Last updated Jul 16, 2026

Xtrackers Russell US Multifactor ETF tracks the Russell 1000 Comprehensive Factor Index, selecting and weighting securities from the Russell 1000 using five factors: value, momentum, quality, low volatility, and size.

DEUS's Sharpe Ratio of 1.73 indicates that for each unit of volatility, it generates 1.73 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 16, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

DEUS Sharpe Ratio Rank

DEUS Sharpe Ratio Rank: 64.865
Above Average

DEUS ranks above 64.8% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

DEUS Sharpe Ratio Market Positioning

The chart shows DEUS's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.75 or lower
  • Yellow zone (middle 50%): 0.75 to 1.91
  • Green zone (top 25%): 1.91 or higher
  • Top 1%: 6.54+
  • Median: 1.42 — half of all investments score higher

How it compares to other similar ETFs

The table compares Xtrackers Russell US Multifactor ETF's Sharpe Ratio with other ETFs in the Mid Cap Blend Equities, Multi-factor category across multiple time periods, showing how DEUS's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 16, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
CTEFCastellan Targeted Equity ETF2.99
VFMFVanguard U.S. Multifactor ETF2.82
EPUiShares MSCI Peru ETF2.67
VSMVVictoryShares US Multi-Factor Minimum Volatility ETF2.57
CSDInvesco S&P Spin-Off ETF2.49
OPTZOptimize Strategy Index ETF2.36
CPAICounterpoint Quantitative Equity ETF2.22
MFUSPIMCO RAFI Dynamic Multi-Factor U.S. Equity ETF2.19
ETHOAmplify Etho Climate Leadership U.S. ETF2.08
FDLSInspire Fidelis Multi Factor ETF2.05
DEUSXtrackers Russell US Multifactor ETF1.73

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows DEUS's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when DEUS consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does DEUS fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio